Econocasts

Wednesday, February 17, 2016

2016.02.17 VIX Cycle Model Chart

2016.02.17 VIX Cycle Model Chart

The VIX cycle model suggests that the VIX may have bottomed at this time, and that ongoing forward we should see a robust spike to the upside. In addition, I have four VIX neural net models, two of which use the Z-score as input, all of which have today also issued buy signals on the open on February 18. . So I'm sticking my neck out, with a 68% chance of success. All models are wrong, some are useful, and some models give the odds. A previous iteration of the model is shown below and clicking on the caption will give the original post.